<!DOCTYPE html>
<html lang="en">
<head>
  <meta charset="utf-8">
  <title>kraken.XXRP-ZEUR - zenbot 4.0.5 sim result</title>
  <link href="main.css" rel="stylesheet" type="text/css" />
</head>
<body>
  <div class="ticker-graph"></div>
  <script src="https://code.jquery.com/jquery-3.0.0.slim.min.js"></script>
  <script src="https://d3js.org/d3.v4.min.js"></script>
  <script src="https://cdnjs.cloudflare.com/ajax/libs/techan.js/0.8.0/techan.min.js"></script>
  <script>
    var withData = function (data, trades) {
      var dim = {
          width: 1280, height: 520,
          margin: { top: 20, right: 50, bottom: 20, left: 50 },
          ohlc: { height: 450 }
      };
      dim.plot = {
          width: dim.width - dim.margin.left - dim.margin.right,
          height: dim.height - dim.margin.top - dim.margin.bottom
      };

      var yInit, yPercentInit, zoomableInit;

      var x = techan.scale.financetime()
              .range([0, dim.plot.width]);

      var y = d3.scaleLinear()
              .range([dim.ohlc.height, 0]);

      var zoom = d3.zoom()
              .on("zoom", zoomed);

      var yPercent = y.copy();   // Same as y at this stage, will get a different domain later

      var yVolume = d3.scaleLinear()
              .range([y(0), y(1)]);

      var candlestick = techan.plot.candlestick()
              .xScale(x)
              .yScale(y);

      var tradearrow = techan.plot.tradearrow()
              .xScale(x)
              .yScale(y)
              .y(function(d) {
                  // Display the buy and sell arrows a bit above and below the price, so the price is still visible
                  if(d.type === 'buy') return y(d.price);
                  if(d.type === 'sell') return y(d.price);
                  else 
                    return y(d.price);
              });

      var ema2 = techan.plot.ema()
        .xScale(x)
        .yScale(y);

      var sma0 = techan.plot.sma()
              .xScale(x)
              .yScale(y);
    
      var sma1 = techan.plot.sma()
              .xScale(x)
              .yScale(y);
    
      var adx1 = techan.plot.adx()
              .xScale(x)
              .yScale(y);
  
      var volume = techan.plot.volume()
              .accessor(candlestick.accessor())   // Set the accessor to a ohlc accessor so we get highlighted bars
              .xScale(x)
              .yScale(yVolume);

      var xAxis = d3.axisBottom(x);

      var timeAnnotation = techan.plot.axisannotation()
              .axis(xAxis)
              .orient('bottom')
              .format(d3.timeFormat('%c'))
              .width(140)
              .translate([0, dim.plot.height]);

      var yAxis = d3.axisRight(y);

      var ohlcAnnotation = techan.plot.axisannotation()
              .axis(yAxis)
              .orient('right')
              .format(d3.format(',.8f'))
              .translate([x(1), 0]);

      var percentAxis = d3.axisLeft(yPercent)
              .tickFormat(d3.format('+.1%'));

      var percentAnnotation = techan.plot.axisannotation()
              .axis(percentAxis)
              .orient('left');

      var volumeAxis = d3.axisRight(yVolume)
              .ticks(3)
              .tickFormat(d3.format(",.3s"));

      var volumeAnnotation = techan.plot.axisannotation()
              .axis(volumeAxis)
              .orient("right")
              .width(35);

      var ohlcCrosshair = techan.plot.crosshair()
              .xScale(timeAnnotation.axis().scale())
              .yScale(ohlcAnnotation.axis().scale())
              .xAnnotation(timeAnnotation)
              .yAnnotation([ohlcAnnotation, percentAnnotation, volumeAnnotation])
              .verticalWireRange([0, dim.plot.height]);

      var svg = d3.select("body").append("svg")
              .attr("viewBox", "0 0 " + dim.width + " " + dim.height)
              .attr("width", dim.width)
              .attr("height", dim.height);

      var defs = svg.append("defs");

      defs.append("clipPath")
              .attr("id", "ohlcClip")
          .append("rect")
              .attr("x", 0)
              .attr("y", 0)
              .attr("width", dim.plot.width)
              .attr("height", dim.ohlc.height);

      svg = svg.append("g")
              .attr("transform", "translate(" + dim.margin.left + "," + dim.margin.top + ")");

      svg.append('text')
              .attr("class", "symbol")
              .attr("x", 50)
              .text("kraken.XXRP-ZEUR - zenbot 4.0.5");

      svg.append("g")
              .attr("class", "x axis")
              .attr("transform", "translate(0," + (dim.plot.height - 30) + ")");

      var ohlcSelection = svg.append("g")
              .attr("class", "ohlc")
              .attr("transform", "translate(0,0)");

      ohlcSelection.append("g")
              .attr("class", "axis")
              .attr("transform", "translate(" + x(1) + ",0)")
          .append("text")
              .attr("transform", "rotate(-90)")
              .attr("y", -12)
              .attr("dy", ".71em")
              .style("text-anchor", "end")
              .text("Price");

      ohlcSelection.append("g")
              .attr("class", "close annotation up")
              .attr("font-weight", "900")

      ohlcSelection.append("g")
              .attr("class", "volume")
              .attr("clip-path", "url(#ohlcClip)");

      ohlcSelection.append("g")
              .attr("class", "candlestick")
              .attr("clip-path", "url(#ohlcClip)");

      ohlcSelection.append("g")
              .attr("class", "indicator ema ma-2")
              .attr("clip-path", "url(#ohlcClip)");
          
      ohlcSelection.append("g")
              .attr("class", "indicator sma sma-0")
              .attr("clip-path", "url(#ohlcClip)");
          
      ohlcSelection.append("g")
              .attr("class", "indicator sma sma-1")
              .attr("clip-path", "url(#ohlcClip)");
          
      ohlcSelection.append("g")
              .attr("class", "indicator adx adx-1")
              .attr("clip-path", "url(#ohlcClip)");

      svg.append("g")
                .attr("id", "data_line1")
                .attr("class", "indicator ema ma-2")
                .append("path")
                .attr("class", "line");

      svg.append("g")
                .attr("id", "data_line2")
                .attr("class", "indicator sma sma-0")
                .append("path")
                .attr("class", "line");

      svg.append("g")
                .attr("id", "data_line3")
                .attr("class", "indicator sma sma-1")
                .append("path")
                .attr("class", "line");
            
      svg.append("g")
                .attr("id", "data_line4")
                .attr("class", "indicator indicator4")
                .append("path")
                .attr("class", "line");

      ohlcSelection.append("g")
              .attr("class", "percent axis");

      ohlcSelection.append("g")
              .attr("class", "volume axis");

      // Add trendlines and other interactions last to be above zoom pane
      svg.append('g')
              .attr("class", "crosshair ohlc");

      svg.append("g")
              .attr("class", "tradearrow")
              .attr("clip-path", "url(#ohlcClip)");

      var accessor = candlestick.accessor();

      data = data.map(function (d) {
        d.date = new Date(d.time)
        return d
      })
      data.sort(function(a, b) { return d3.ascending(accessor.d(a), accessor.d(b)); });
      trades = trades.map(function (t) {
        t.date = new Date(t.time)
        return t
      })
      trades.sort(function(a, b) { return d3.ascending(accessor.d(a), accessor.d(b)); });

      //$('body').css('backgroundColor', '#1f2d35')
      x.domain(techan.scale.plot.time(data).domain());
      y.domain(techan.scale.plot.ohlc(data).domain());
      yPercent.domain(techan.scale.plot.percent(y, accessor(data[0])).domain());
      yVolume.domain(techan.scale.plot.volume(data).domain());

      svg.select("g.candlestick").datum(data)
      var last = data[data.length-1]
      if (!last) {
        return
      }
  
      var parseQueryString = function(url) {
        var urlParams = {};
        url.replace(
          new RegExp("([^?=&]+)(=([^&]*))?", "g"),
          function($0, $1, $2, $3) {
            urlParams[$1] = $3;
          }
        );

        return urlParams;
      }
  
      var urlToParse = location.search;  
      var qParams = parseQueryString(urlToParse ); 
  
      var tperiod = qParams.period;
  
      svg.select("g.volume").datum(data)
  
      // svg.select("g.ema.ma-2").datum(techan.indicator.ema().period(tperiod*2)(data)).call(ema2);
      // svg.select("g.sma.sma-0").datum(techan.indicator.sma().period(tperiod*2)(data)).call(sma0);
      // svg.select("g.sma.sma-1").datum(techan.indicator.sma().period(tperiod)(data)).call(sma1);
  
      // svg.select("g#data_line1 path").datum(data).attr("d", plotLine1);
      // svg.select("g#data_line2 path").datum(data).attr("d", plotLine2);
      // svg.select("g#data_line3 path").datum(data).attr("d", plotLine3);
      //
  
        
      var plotLine1 = d3.line()
              .defined(function(d) { return !isNaN(d.ema1) && !isNaN(d.sma1) && !isNaN(d.sma2); })
              .x(function(d) { return x(d.date); })
              .y(function(d) { return y(d.ema1); });

      var plotLine2 = d3.line()
              .defined(function(d) { return !isNaN(d.ema1) && !isNaN(d.sma1) && !isNaN(d.sma2); })
              .x(function(d) { return x(d.date); })
              .y(function(d) { return y(d.sma1); });

      var plotLine3 = d3.line()
              .defined(function(d) { return !isNaN(d.ema1) && !isNaN(d.sma1) && !isNaN(d.sma2); })
              .x(function(d) { return x(d.date); })
              .y(function(d) { return y(d.sma2); });
          
      var plotLine4 = d3.line()
              .defined(function(d) { return !isNaN(d.ema1) && !isNaN(d.sma1) && !isNaN(d.sma2) && !isNaN(d.vwap); })
              .x(function(d) { return x(d.date); })
              .y(function(d) { return y(d.vwap); });
        
        
      svg.select("g#data_line1 path").datum(data).attr("d", plotLine1);
      svg.select("g#data_line2 path").datum(data).attr("d", plotLine2);
      svg.select("g#data_line3 path").datum(data).attr("d", plotLine3);
      svg.select("g#data_line4 path").datum(data).attr("d", plotLine4);
      //svg.select("g.adx.adx-1").datum(techan.indicator.adx().period(tperiod)(data)).call(adx1);
  
      svg.select("g.tradearrow").datum(trades).call(tradearrow);
  
      // Stash for zooming
      zoomableInit = x.zoomable().domain([0, data.length]).copy(); // Zoom in a little to hide indicator preroll
      yInit = y.copy();
      yPercentInit = yPercent.copy();

      draw();

      function draw() {
        svg.select("g.x.axis").call(xAxis);
        svg.select("g.ohlc .axis").call(yAxis);
        svg.select("g.volume.axis").call(volumeAxis);
        svg.select("g.percent.axis").call(percentAxis);
        svg.select("g.candlestick").call(candlestick);
        svg.select("g.volume").call(volume);
        svg.select("g.crosshair.ohlc").call(ohlcCrosshair).call(zoom);
        svg.select("g.tradearrow").call(tradearrow);
        // svg.select("g .ema.ma-2").call(ema2.refresh).call(zoom);
        // svg.select("g .sma.sma-0").call(sma0.refresh).call(zoom);
        // svg.select("g .sma.sma-1").call(sma1.refresh).call(zoom);
        // svg.select("g .adx.adx-1").call(adx1.refresh).call(zoom);
    
        svg.select("g#data_line1 path").datum(data).attr("d", plotLine1).call(zoom);
        svg.select("g#data_line2 path").datum(data).attr("d", plotLine2).call(zoom);
        svg.select("g#data_line3 path").datum(data).attr("d", plotLine3).call(zoom);
        svg.select("g#data_line4 path").datum(data).attr("d", plotLine4).call(zoom);
      }


      function zoomed() {
        x.zoomable().domain(d3.event.transform.rescaleX(zoomableInit).domain());
        y.domain(d3.event.transform.rescaleY(yInit).domain());
        yPercent.domain(d3.event.transform.rescaleY(yPercentInit).domain());

        draw();
      }
  
      if(!qParams.static)
        setTimeout(function(){ window.location.reload(1); }, 10000);
    }
  </script>
  <script>
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var trades = [{"time":1508744057470,"execution_time":20513271,"slippage":0.0004500000000000549,"type":"buy","size":"4100.59171598","fee":6.679518072288,"price":"0.16907605","order_type":"maker","cancel_after":"day"},{"time":1508752332962,"execution_time":6751287,"slippage":0.0004502025911660247,"type":"sell","size":"4126.33908434","fee":1.102061652324147,"price":"0.16692485","order_type":"maker"},{"time":1508862823754,"execution_time":9227389,"slippage":0.0004499999999999381,"type":"buy","size":"3750.14688851","fee":6.033755887663999,"price":"0.18008100","order_type":"maker","cancel_after":"day"},{"time":1509567002437,"execution_time":159495489,"slippage":0.0004502025911660247,"type":"sell","size":"3768.67642800","fee":1.0607817154478438,"price":"0.17592080","order_type":"maker"},{"time":1509671719179,"execution_time":4548785,"slippage":0.00045000000000006276,"type":"buy","size":"3848.08763848","fee":5.753206436544,"price":"0.17107695","order_type":"maker","cancel_after":"day"},{"time":1509877509431,"execution_time":44728427,"slippage":0.0004502025911660247,"type":"sell","size":"3591.78757252","fee":1.0052479550714624,"price":"0.17492125","order_type":"maker"},{"time":1509971478859,"execution_time":1888360,"slippage":0.0004500000000000853,"type":"buy","size":"3785.45671205","fee":6.022704162080001,"price":"0.17707965","order_type":"maker","cancel_after":"day"},{"time":1510307860202,"execution_time":7149662,"slippage":0.0004502025911660247,"type":"sell","size":"3756.50359889","fee":1.1174324000677007,"price":"0.18591630","order_type":"maker"},{"time":1510627469334,"execution_time":2685088,"slippage":0.00044999999999991087,"type":"buy","size":"4025.48865794","fee":6.403977384976,"price":"0.17407830","order_type":"maker","cancel_after":"day"},{"time":1511623783181,"execution_time":5389376,"slippage":0.0004500000000000276,"type":"buy","size":"52.49532303","fee":0.08236947304,"price":"0.20309135","order_type":"maker","cancel_after":"day"},{"time":1511985716807,"execution_time":117843,"slippage":0.0004502025911660247,"type":"sell","size":"4044.57067101","fee":1.2936801965465745,"price":"0.19991000","order_type":"maker"},{"time":1512145199428,"execution_time":1213697,"slippage":0.0004500000000000411,"type":"buy","size":"3862.26885230","fee":6.120494946799999,"price":"0.20709315","order_type":"maker","cancel_after":"day"},{"time":1512502194808,"execution_time":5404923,"slippage":0.0004502025911660247,"type":"sell","size":"3821.44266504","fee":1.25286914919576,"price":"0.20490775","order_type":"maker"},{"time":1512699360458,"execution_time":995610,"slippage":0.0004500000000000276,"type":"buy","size":"3887.62901644","fee":6.3452357012,"price":"0.20309135","order_type":"maker","cancel_after":"day"},{"time":1512851444171,"execution_time":1864903,"slippage":0.0004502025911660247,"type":"sell","size":"3958.04723342","fee":1.259675130113323,"price":"0.19891045","order_type":"maker"},{"time":1512869814441,"execution_time":5823423,"slippage":0.00045000000000000985,"type":"buy","size":"3888.91760785","fee":6.317995375216,"price":"0.19808910","order_type":"maker","cancel_after":"day"},{"time":1512881477014,"execution_time":3087977,"slippage":0.0004502025911660247,"type":"sell","size":"3942.58529533","fee":1.2106171797341496,"price":"0.19191360","order_type":"maker"},{"time":1513010709320,"execution_time":9923255,"slippage":0.0004500000000000206,"type":"buy","size":"3698.97926300","fee":5.860057788080001,"price":"0.20109045","order_type":"maker","cancel_after":"day"},{"price":0.3935,"size":"3696.50015365","type":"sell","time":1513173600000}];

withData(data, trades)
  </script>
  <pre><code>{
  "asset_capital": 0,
  "avg_slippage_pct": 0.045,
  "buy_pct": 99,
  "buy_stop_pct": 0,
  "currency_capital": 700,
  "days": 60,
  "emalen1": 30,
  "filename": "simulations/vwapmax10000.html",
  "markdown_buy_pct": 0.5,
  "markup_sell_pct": 0.5,
  "max_sell_loss_pct": 25,
  "max_slippage_pct": "100",
  "min_periods": 1,
  "mode": "sim",
  "order_adjust_time": 5000,
  "order_type": "maker",
  "period": "120m",
  "profit_stop_enable_pct": 0,
  "profit_stop_pct": 1,
  "rsi_periods": 14,
  "selector": "kraken.XXRP-ZEUR",
  "sell_pct": 99,
  "sell_stop_pct": 0,
  "show_options": true,
  "smalen1": 108,
  "smalen2": 60,
  "start": 1507939200000,
  "stats": false,
  "strategy": "crossover_vwap",
  "verbose": false,
  "vwap_length": 10,
  "vwap_max": 10000
}
end balance: 1469.07665511 (109.87%)
buy hold: 1261.79569400 (80.26%)
vs. buy hold: 16.43%
19 trades over 62 days (avg 0.31 trades/day)
win/loss: 3/6
error rate: 66.67%</pre></code>
</body>
</html>